• Title/Summary/Keyword: 신뢰구간법

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Comparative Study of Confidence Interval Estimators for Coverage Analysis (Coverage 분석을 위한 신뢰구간 추정량에 관한 비교 연구)

  • Lee, Jong-Suk;Jeong, Hae-Duck J.
    • The KIPS Transactions:PartD
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    • v.11D no.1
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    • pp.219-228
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    • 2004
  • Confidence interval estimators for proportions using normal approximation have been commonly used for coverage analysis of simulation output even though alternative approximate estimators of confidence intervals for proportions were proposed. This is -because the normal approximation was easier to use in practice than the other approximate estimators. Computing technology has no problem with dealing these alternative estimators. Recently, one of the approximation methods for coverage analysis which is based on arcsin transformation has been used for estimating proportion and for controlling the required precision in [12]. In this paper, we compare three approximate interval estimators, based on a normal distribution approximation, an arcsin transformation and an F-distribution approximation, of a single proportion. Three estimators were applied to sequential coverage analysis of steady-state means, in simulations of the M/M/1/$\infty$ and W/D/l/$\infty$ queueing systems on a single processor and multiple processors.

Confidence Interval for Sensitive Binomial Attribute : Direct Question Method and Indirect Question Method (민감한 이항특성에 대한 신뢰구간 : 직접질문법과 간접질문법)

  • Ryu, Jea-Bok
    • The Korean Journal of Applied Statistics
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    • v.28 no.1
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    • pp.75-82
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    • 2015
  • We discuss confidence intervals for sensitive binomial attributes obtained by a direct question method and indirect question method. The Randomized Response Technique(RRT) by Warner (1965) is an indirect question method that uses a randomization device to reduce the response burden of respondents. We used the mean coverage probability (MCP), root mean squared error (RMSE), and mean expected width (MEW) to compare the confidence intervals by the two methods. The numerical comparisons indicated found that the MEW of RRT is too large and the RRT is so conservative that the MCP exceeds a nominal level(${\alpha}$); therefore, it is necessary to complement these problem in order to increase the utility of the indirect question method.

Bootstrap Calibrated Confidence Bound for Variance Components Model (분산 성분 모형에 대한 붓스트랩 보정 신뢰구간)

  • Lee, Yong-Hee
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.535-544
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    • 2006
  • We consider use of Bootstrap calibration in the problem of setting a confidence interval for a linear combination of variance components. Based on the the modified large sample(MLS) method by Graybill and Wang(1980), Bootstrap Calibration is applied to improve the coverage probability of the MLS confidence bound when the experiment is balanced and coefficients of a linear combination are positive. Performance of the proposed confidence bound in small sample is investigated by simulation studies.

Why is 90% Confidence Interval Used When Confidence Interval Approach is Used for Testing Equivalence? (동등성 시험을 신뢰구간을 사용하여 검정하는 경우 왜 신뢰도 90%인 신뢰구간을 사용하는가?)

  • Kang, Seung-Ho
    • The Korean Journal of Applied Statistics
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    • v.21 no.5
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    • pp.867-873
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    • 2008
  • It is a convention to use 5% significance level when a statistical test is employed for clinical data. But when a confidence interval is used for testing equivalence, 90% confidence interval has often been used. When $1-{\alpha}$ confidence interval is used for hypothesis testing, its significance level is often ${\alpha}$. So it makes a confusion that the significance level is 10% if 90% confidence interval is employed for testing equivalence. In this paper I will clarify this issue by reviewing relevant papers and conducting simulation studies. I hope that it will be beneficial to statisticians in pharmaceutical companies, CROs, university hospitals.

Real-time Confidence interval estimation for Improved accuracy of Ship-inside the anomaly detection (선박내부 이상감지의 정확도 향상을 위한 실시간 신뢰구간 추정)

  • Kim, Yeong-Ju;Heo, yu Kyung;Jeong, Majung-A
    • Proceedings of the Korea Information Processing Society Conference
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    • 2014.04a
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    • pp.721-723
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    • 2014
  • 본 논문은 선박내부의 센서데이터 이상감지를 위해 실시간 신뢰구간을 설정하고 신뢰구간을 초과하거나 미만이 되면 경보를 통해 관리자에게 알려주는 모니터링을 위한 신뢰구간 추정이다. 여기서, 이상 감지 예측의 정확도 향상을 위해 단순지수평활법과 이동평균법의 평균제곱오차를 비교 평가 하였다. 실험결과, 이동평균법의 평균제곱오차가 단순지수평활법 보다 적게 나와 선박 내부 모니터링을 위한 신뢰구간은 이동평균법을 적용하였다.

Estimating Confidence Interval of Value of Travel Time(II) (통행시간가치의 신뢰구간 추정(II))

  • 조종래;박철규
    • Journal of Korean Society of Transportation
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    • v.17 no.2
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    • pp.193-198
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    • 1999
  • An asymptotic distribution of the ratio of two normal vectors is estimated. Using the estimated asymptotic distribution, an approximation method to estimate confidence interval of passenger's value of travel time is proposed. As a result of empirical study the 95% confidence interval of value of travel time of home-to-work trips in city of Seoul is estimated at ₩7341.25$\pm$1945.05/hr.

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Evaluation of Probability Rainfalls Estimated from Non-Stationary Rainfall Frequency Analysis (비정상성 강우빈도해석법에 의한 확률강우량의 평가)

  • Lee, Chang-Hwan;Ahn, Jae-Hyun;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
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    • v.43 no.2
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    • pp.187-199
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    • 2010
  • This study evaluated applicability and confidence of probability rainfalls estimated by the non-stationary rainfall frequency analysis which was recently developed. Using rainfall data at 4 sites which have an obvious increasing trend in observations, we estimated 3 type probability rainfalls; probability rainfalls from stationary rainfall frequency analysis using data from 1973-1997, probability rainfalls from stationary rainfall frequency analysis using data from 1973-2006, probability rainfalls from non-stationary rainfall frequency analysis assuming that the current year is 1997 and the target year is 2006. Based on the comparison of residuals from 3 probability rainfalls, the non-stationary rainfall frequency analysis provided more effective and well-directed estimates of probability rainfalls in the target year. Using Bootstrap resampling, this study also evaluated the parameter estimation methods for the non-stationary rainfall frequency analysis based on confidence intervals. The confidence interval length estimated by the maximum likelihood estimation (MLE) is narrower than the probability weighted moments (PWM). The results indicated that MLE provides more proper confidence than PWM for non-stationary probability rainfalls.

Detector Evaluation Scheme Including the Concept of Confidence Interval in Statistics (통계적 신뢰구간 개념을 도입한 검지기 성능평가)

  • Jang, Jin-Hwan;Kim, Byung-Hwa
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.10 no.1
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    • pp.67-75
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    • 2011
  • This paper presents a new test technique for evaluating performance of vehicle detectors with interval estimation, not the conventional point estimation, for presenting statistical confidence interval. The methodology is categorized into three parts; sampling plan, analysis on the characteristic of evaluation indices, and the expression of evaluation results. Even though many statistical sampling plans exist, stratified random sampling is regarded as the most appropriate one, considering the detector performance characteristics that varies with traffic, illumination, and meteorological conditions. No magic bullet exists for evaluation index for detector evaluation, hence the characteristics of evaluation indices were thoroughly analyzed and a reasonable process for choosing the best evaluation index is proposed. Finally, the methodology to express the result of detector evaluation for the entire evaluation period and individual analysis interval is represented, respectively. To overcome the existing drawbacks in point estimation, interval estimation by which statistical confidence interval can be represented is introduced for enhancing statistical reliability of traffic detector evaluation. This research can make vehicle detector scheme improve one step forward.

Confidence Bounds following Adaptive Group Sequential Tests with Repeated Measures in Clinical Trials (반복측정자료를 가지는 적응적 집단축차검정에서의 신뢰구간 추정)

  • Joa, Sook Jung;Lee, Jae Won
    • The Korean Journal of Applied Statistics
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    • v.26 no.4
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    • pp.581-594
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    • 2013
  • A group sequential design can end a clinical trial early if a confirmed efficacy or a futility of study medication is found during clinical trials. Adaptation can adjust the design of clinical trials based on accumulated data. The key to this methodology is considered to control the overall type 1 error rate while maintaining the integrity of clinical trials. The estimation would be more complex and the sample size calculation will be more difficult if the clinical trials have repeated measurement data. Lee et al. (2002) suggested a repeated observation case by using the independent increments properties of the interim test statistics and investigated the properties of the proposed confidence interval based on the stage-wise ordering. This study extend Lee et al. (2002) to adaptive group sequential design. We suggest test statistics for the adaptation as redesigning the second stage of clinical trials and induce the stage-wise confidence interval of parameter of interests. The simulation will help to confirm the suggested method.

Nonparametric Method for a Non-inferiority Test using Confidence Interval (신뢰구간을 이용한 비열등성 시험에서 비모수적 검정법)

  • Park, Sujung;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.27 no.5
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    • pp.833-842
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    • 2014
  • Non-inferiority trials indicate whether the effect of an experimental treatment is not worse than an active control. Chen et al. (2006) and Kang (2010) proposed a test method for non-inferiority trials using confidence intervals. In this paper, we suggest a new nonparametric method using a confidence interval based on Wilcoxon rank-sum test and Hodges-Lehmann estimator of active control. A Monte-Carlo simulation study compares the type I error and the power of the proposed method with previous methods.